EFTA01505849.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Options Desulphon Counter Counter Pterillune Premium Premium Curren: Market Unrealized Cusip Amount Currency Amount Currency Local USD VMS USD CRAWL oat USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 112,948.73 - 199,331.27 FX EUROPEAN STYLE OPTION 07/22/03 SEP 23. 2004 Q 7.833 XHIMPA-AH-Z NOK CALL USD PUT NOK 41,100,000 USD 6,000,000.00 USD 120,600.00 120,600.00 9,371.21 - 111,228.79 FX EUROPEAN STYLE OPTION 07/22/03 SEP 26. 2003 Q 6.85 XNOKCA-BJ-Z CHF CALL USD PUT ci-IF 12,000,000 USD 10,000,000.00 USD 107,300.00 107,300.00 15,376.68 - 91,923.32 FX EUROPEAN STYLE OPTION 07/22/03 DEC 11.2003 Q 1.2 XCHFCA-CD-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 106,200.00 106,200.00 15,376.68 - 90,823.32 FX EUROPEAN STYLE OPTION 07/22/03 DEC 11, 2003 Q 1.2 XCHFCA-CR-Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543,848.00 122,700.52 - 421,147.48 FX EUROPEAN STYLE OPTION 07/22/03 MAR 15, 2004 Q 1.15 XCHFCA-CX-Z CHF PUT USD CALL CHF - 16,560,000 USD - 12,000,000.00 USD - 281,032.00 - 281,032.00 - 113,466.97 167,565.03 FX EUROPEAN STYLE OPTION 07/22/03 SEP 16, 2003 O 1.38 XCHFPA-DB-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030834 Chase CONFIDENTIAL SDNY_GM_00300032 EFTA01505849